+30.9%
QCOM vs MTSI
+320.9%
-290.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.6% |
| 7D | +3.3% | +1.4% | +1.9% | +2.6% |
| 30D | +7.7% | +2.1% | +5.6% | +4.8% |
| 3M | -30.1% | -29.7% | -0.3% | -18.2% |
| 6M | +22.8% | +12.5% | +10.3% | +12.5% |
| YTD | +0.2% | +57.0% | -56.8% | -24.9% |
| 1Y | +7.9% | +103.9% | -96.1% | -31.5% |
| 3Y | +55.8% | +223.6% | -167.7% | -31.5% |
| All | +30.9% | +320.9% | -290.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling